dfoptim

MaRDI QIDQ35321swMATHCRANFDO

Authors Ravi Varadhan, Hans W. Borchers Johns Hopkins University, and Vincent Bechard Abb Corporate Research

Last update 23 August 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 2020.10-1, 2011.2-1, 2011.5-1, 2011.7-1, 2011.7-2, 2011.8-1, 2016.7-1, 2017.12-1, 2018.2-1, 2023.1.0

Official website https://cran.r-project.org/web/packages/dfoptim/index.html

Source code repository https://github.com/cran/dfoptim

Description

Derivative-Free optimization algorithms. These algorithms do not require gradient information. More importantly, they can be used to solve non-smooth optimization problems.

Cited in

(34)

• atRisk
• Optimal design for adaptive smoothing splines
• Practical initialization of the Nelder-Mead method for computationally expensive optimization problems
• Proper initialization is crucial for the Nelder-Mead simplex search
• Empirical likelihood test for diagonal symmetry
• A jackknife empirical likelihood approach for testing the homogeneity of \(K\) variances
• A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations
• Sklar's omega: a Gaussian copula-based framework for assessing agreement
• nloptr
• nlmrt
• adagio
• neldermead
• calibrar
• MORET
• DynTxRegime
• sklarsomega
• dfoalgos
• ODsplines
• mvord
• Noisy kriging-based optimization methods: a unified implementation within the DiceOptim package
• krippendorffsalpha
• reReg
• cops
• stops
• foreSIGHT
• hyperbrick
• garma
• CSTE
• npcs
• ConsReg
• stepPenal
• diffusion
• matrisk
• GeoModels

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